Accurate confidence intervals for distributions with one parameter

DOI10.1007/BF02480963zbMath0526.62030MaRDI QIDQ594501

Christopher S. Withers

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

percentilescumulantsCornish-Fisher expansionsaccurate confidence intervalsone parameter problems

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (12)

Multivariate Bell polynomials and their applications to powers and fractionary iterates of vector power series and to partial derivatives of composite vector functions ⋮ Accurate confidence intervals when nuisance parameters are present ⋮ Accurate inference for scale and location families ⋮ Higher-order Bartlett-type adjustment ⋮ Reduction of bias and skewness with applications to second order accuracy ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Canonical regression models for exponential families ⋮ Negentropy as a function of cumulants ⋮ Confidence Intervals for Linear Combinations of Poisson Means ⋮ A test for the independence of two Gaussian processes ⋮ Expressions for the distribution and percentiles of the sums and products of chi-squares ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• The Percentile Points of Distributions Having Known Cumulants
• Inversion Formulas in Normal Variable Mapping
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